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Volumn 86, Issue , 2012, Pages 78-91

Creating trading systems with fundamental variables and neural networks: The Aby case study

Author keywords

Financial trading; Neural networks; Trading systems

Indexed keywords

FINANCIAL CRISIS; FINANCIAL TRADING; FUNDAMENTAL ANALYSIS; INVESTMENT OPPORTUNITIES; NOISY ENVIRONMENT; TRADING SYSTEMS; VALUE-BASED APPROACH; VALUE-BASED MODELS;

EID: 84876050700     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.matcom.2011.01.002     Document Type: Article
Times cited : (19)

References (19)
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  • 2
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  • 3
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    • Fama, E.1    French, K.2
  • 5
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    • Size and book-to-market factors in earnings and returns
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    • (1995) Journal of Finance , pp. 131-155
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  • 6
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  • 10
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  • 16
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    • An empirical methodology for developing stockmarket trading systems using artificial neural networks
    • B. Vanstone, and G. Finnie An empirical methodology for developing stockmarket trading systems using artificial neural networks Expert Systems with Applications 36 2009 6668 6680
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  • 19
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.